Abstract
The regularizing effects of noisy perturbations of differential equations is a central subject of stochastic analysis. Recent breakthroughs initiated a new wave of interest, particularly concerning non-Markovian, infinite dimensional, and rough–stochastic/Young–stochastic hybrid systems. The mini–workshop aimed to build on these developments by bringing together young researchers in the field. Particular emphasis was given to the connection to numerical stochastic analysis, aiming to put the regularizing effects of the noise into quantitative numeric use.
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